Hi all,

I recently updated my to R 2.6.0 and tseries package ‘tseries’ version: 0.10-11.

When i was using R Version 2.3.1 (2006-06-01) with tseries 'tseries' version: 0.10-7, the code
> garch(dflnRCLC1)
 ***** ESTIMATION WITH ANALYTICAL GRADIENT *****

Call:
garch(x = dflnRCLC1)
Coefficient(s):
       a0         a1         b1
4.985e+00  1.880e-01  6.210e-14
>
worked very quick and well.

Now, with the newer version of R and tseries, this code hungs and doesnt give any result

> garch(dflnRCLC1)
 ***** ESTIMATION WITH ANALYTICAL GRADIENT *****
its hungs forever...


What happens?

Regards,

José Augusto Jr.
University of São Paulo

	[[alternative HTML version deleted]]

